Travel to New Haven Armorer east of the bank and find Diego.

Type and say.. “Diego Join”.
Now double click him to get quest conversation.

• Join a city by:
  

1. Click your in game character and choose <Loyalty Ratings>.
2. Click <City Loyalty> at the bottom.
3. Select the city you wish to choose.
4. Click <Declare Citizenship>.

Talk to Diego again and turn in quest.